Analytics
flashalpha.com
Provides financial market data and analysis for options trading and volatility strategies.
ENDPOINT 1
https://lab.flashalpha.com/mcp
Known tools 73
get_strategyGet a strategy decision envelope for one of 10 options-based trading signals.
get_vix_stateVIX regime vs SPX realized volatility: overvixing/undervixing/neutral label, spread (VIX minus SPX RV20d), ratio, and interpretation.
get_surfaceGet the live 50x50 implied-volatility surface grid over (tenor, log-moneyness).
get_stock_summaryGet comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data, and macro context (VIX, Fear & Greed, yield curve).
get_stock_flowRaw intraday stock trade-flow for one symbol.
get_historical_exposure_summaryReplay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since April 2018.
post_screenerFind, rank, and compare symbols across the whole universe in ONE call.
get_historical_advanced_volatilityReplay advanced volatility analytics (SVI parameters, forward prices, total variance surface, arbitrage flags, greek surfaces, variance swap fair values) at any minute since April 2018.
get_historical_chexReplay charm exposure (CHEX) by strike at any minute since April 2018.
get_tickersList all available stock/ETF tickers with live options data.
get_levelsGet key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike.
get_flow_scanCross-symbol options/stock flow leaderboard (biggest buyers/sellers by net notional) and flow outliers (most imbalanced symbols) across the universe.
get_vrpGet volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context.
get_expected_moveStraddle-implied expected move per expiry: 1-sigma dollar and percent range, upper/lower bounds, straddle price, and ATM IV.
get_realized_volRange-based realized (historical) volatility estimators over 10/20/30-day windows: close-to-close, Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang.
get_advanced_volatilityGet advanced volatility analytics: SVI parameters, forward prices, total variance surface, arbitrage detection, greeks surfaces (vanna, charm, volga, speed), and variance swap fair values.
get_historical_levelsReplay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018.
get_vrp_historyGet historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for charting and backtesting.
get_historical_narrativeReplay the verbal narrative analysis (regime, key-level commentary, prior-day comparison) at any minute since April 2018.
post_structure_greeksAggregate Black-Scholes position greeks (delta, gamma, theta, vega, rho, vanna, charm) for a multi-leg options structure.
get_accountGet your account info: plan, daily quota limit, usage today, remaining calls.
get_spot_vol_correlation20-day and 60-day Pearson correlation between spot log-returns and ATM IV first-differences.
get_svi_paramsLive SVI-fitted volatility surface per expiry: calibrated (a, b, rho, m, sigma) parameters, ATM total variance, and ATM IV.
get_exposure_basketWeighted cross-symbol aggregate of GEX, DEX, VEX, CHEX across up to 50 symbols.
get_exposure_sheetUnified per-strike exposure sheet: GEX, DEX, VEX, CHEX, and DAG in one response with chain totals, Line-in-the-Sand inflection strike, gamma peaks, and OPEX/triple-witching flags.
get_liquidityPer-expiry option liquidity score (0-100), ATM bid-ask spread percent, OI-weighted spread, ATM OI depth, and chain-level execution quality.
get_flow_signalsScored, classified unusual options activity feed: sweeps, blocks, smart money, opening bias, intent classification, scored unusual flow.
get_narrativeGet verbal GEX narrative analysis.
get_historical_max_painReplay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018.
get_option_chainGet option chain metadata: available expirations and strikes for a ticker.
post_structure_pnlAt-expiry P&L curve and breakevens for a multi-leg options structure (vertical spread, iron condor, straddle, butterfly, calendar).
get_volatility_forecastConditional volatility forecasts: EWMA (RiskMetrics, λ=0.94), HAR-RV (Corsi), and GARCH(1,1) fitted by maximum likelihood with Gaussian or Student-t innovations.
get_exposure_summaryGet full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes.
get_historical_vrpReplay VRP dashboard (z-score, percentile, regime, strategy scores) at any minute since April 2018.
get_historical_option_quoteReplay the full option chain with BSM greeks, IV, OI at any minute since April 2018.
get_universeCurated tier-1 / tier-2 symbol directory of symbols kept pre-warmed in the screener.
get_historical_volatilityReplay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018.
get_historical_stock_summaryReplay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018.
get_zero_dteGet zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today.
get_vexGet vanna exposure (VEX) by strike.
get_earnings_calendarUpcoming earnings calendar over a configurable forward window.
get_dealer_premiumNet dealer options premium — are dealers net buying or writing premium today (VWAP-weighted buy vs write across the full flow tape); shows whether dealers are net long or short premium over the configurable window; Alpha tier.
get_dispersionIndex vs single-name implied correlation and realized correlation across a user-supplied basket.
get_gexGet gamma exposure (GEX) by strike.
get_dexGet delta exposure (DEX) by strike.
calculate_greeksCalculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color).
get_option_quoteGet live option quote with bid, ask, mid, IV, greeks, open interest, and volume.
get_flow_levelsLive (simulation-aware) gamma flip, call wall, put wall, and max pain — computed on effective OI (settled + intraday simulator delta).
get_flow_summaryAt-a-glance simulation-aware flow card: headline flow direction (no_flow/neutral/amplifying/dampening/regime_flip), intraday delta, and live GEX with percent shift from settled.
get_earnings_screenerCross-sectional earnings screener: ranks upcoming events by VRP richness, cheapest implied move, highest historical IV crush, or importance.
get_term_structurePer-greek exposure aggregated by DTE bucket (0-7d, 8-30d, 31-60d, 61-180d, 180d+) and per expiry.
get_symbolsList of symbols currently queried with live data cached in the system.
get_historical_coverageList symbols backfilled in the historical archive with coverage windows, day counts, and gaps.
get_volatilityGet comprehensive volatility analysis: ATM IV, realized vol (5/10/20/30d), VRP, 25-delta skew, IV term structure, GEX by DTE, theta by DTE, hedging scenarios, liquidity metrics.
get_chexGet charm exposure (CHEX) by strike.
get_historical_zero_dteReplay 0DTE analytics (pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry) at any minute since April 2018.
get_flow_pin_riskLive pin-risk score with full sub-score breakdown, computed on effective (simulation-aware) OI.
calculate_kellyCompute Kelly criterion optimal position sizing for an option trade.
get_option_flowRaw intraday option trade-flow for one underlying.
get_flow_liveHeadline flow bundle in one call: effective OI state, live levels, live GEX/DEX totals, pin-risk score, and dealer-risk summary.
get_historical_surfaceReplay the implied volatility surface grid at any minute since April 2018.
get_earningsGet earnings analytics for a symbol across six lenses.
get_oi_diffDay-over-day open-interest deltas: per-contract OI changes, top-N sorted by absolute magnitude, and call/put aggregate totals.
get_flow_dealer_riskSettled vs live dealer risk shift: GEX/DEX adjustment since open, percent shifts, direction classifier (amplifying/dampening/neutral/no_flow/regime_flip), and a plain-English description of the intraday flow impact.
get_skew_termVolatility skew term structure per expiry: ATM IV, 25-delta and 10-delta risk reversal, butterfly spread, skew_25d (put IV minus call IV), and tail convexity.
get_historical_dexReplay delta exposure (DEX) by strike at any minute since April 2018.
solve_ivSolve for implied volatility from option market price.
get_stock_quoteGet real-time stock quote (bid, ask, mid, last price) for a ticker symbol.
get_max_painGet max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability, and per-expiration breakdown.
get_historical_vexReplay vanna exposure (VEX) by strike at any minute since April 2018.
get_historical_stock_quoteReplay a stock bid/ask/mid at any minute since April 2018.
get_zero_dte_flowLIVE simulation-aware 0DTE flow — snapshot (current net GEX/DEX, gamma flip, walls, pin score, flow direction; fresher than get_zero_dte which uses settled OI and goes stale after ~10:30 ET), series (intraday time-series of 0DTE positioning for charting), hedge_flow (estimated dealer hedge-flow delta-dollars per bar + cumulative since open).
get_historical_gexReplay gamma exposure (GEX) by strike at any minute since April 2018.